+336.4%
WM vs VSAT
-9.2%
+345.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.7% | -9.8% | -2.4% |
| 7D | +1.2% | -17.0% | +18.2% | +1.8% |
| 30D | +13.1% | -9.8% | +22.8% | +13.3% |
| 3M | +3.6% | -22.0% | +25.6% | +4.3% |
| 6M | +8.1% | -5.0% | +13.1% | +7.1% |
| YTD | +8.9% | +85.6% | -76.7% | +3.6% |
| 1Y | +20.3% | +80.2% | -59.9% | +14.4% |
| 3Y | +46.2% | +250.0% | -203.9% | +26.8% |
| 5Y | +59.9% | -4.6% | +64.4% | +55.9% |
| All | +336.4% | -9.2% | +345.6% | +291.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling